there's probably a small resistor on the board with that LED. Do you know what voltage and current your leds want? You can figure out a resistor size from that.
You can run multiple leds using multple lilypad pins. You might also be able to put two leds in series on a single pin - you probably can't run two in parallel. That poor little battery won't last long though with a whole bunch of high power leds sucking at it.